GMMStuff/man/covariance.GMM.Rd
2014-03-02 20:20:34 -05:00

25 lines
476 B
R

\name{covariance.GMM}
\alias{covariance.GMM}
\title{Estimated covariance matrix}
\usage{
covariance.GMM(conditions.vector, param, sample...)
}
\arguments{
\item{conditions.vector}{Vector of moment conditions}
\item{param}{Vector of estimated parameters}
\item{sample}{Individual data sample}
\item{...}{Parameters of the vector of moment conditions}
}
\value{
A square covariance matrix
}
\description{
Estimated covariance matrix
}
\author{
François Pelletier
}